The influence of the cellulose substrate on the electrochemical performance of supercapacitor electrode materials made of polypyrrole (PPy) and cellulose is investigated. Composites were synthesized by chemical polymerization of pyrrole on dispersed fibers of cellulose from Cladophora algae and dispersed wood cellulose-based commercial filter papers, respectively, as well as on Cladophora cellulose and filter paper sheets. The resulting composites, which were characterized using scanning electron microscopy, cyclic voltammetry, and elemental analysis, were found to exhibit specific charge capacities proportional to the PPy content of the composites. The highest specific capacity (i.e., 171 C/g composite or 274 C/g PPy) was obtained for composites made from dispersed Cladophora cellulose fibers. The higher specific capacities for the Cladophora cellulose composites can be explained by the fact that the Cladophora cellulose fibers were significantly thinner than the wood cellulose fibers. While the PPy was mainly situated on the surface of the Cladophora cellulose fibers, a significant part of the PPy was found to be present within the wood fibers of the filter paper-based composites. The latter can be ascribed to a higher accessibility of the aqueous pyrrole solution to the wood-based fibers as compared to the highly crystalline algae based cellulose fibers. The present results clearly show that the choice of the cellulose substrate is important when designing electrode materials for inexpensive, flexible and environmentally friendly paper-based energy storage devices.